02/23 10:56 - Performance report analysis on mini-silver YI part 5

Today we close the performance report analysis on mini-silver (YI) Futures contract. Let's see the time parameters, how much time is right to hold a trade in the market? ...

Performance report analysis on mini-silver YI part 5

Today we close the analysis of performance report on mini-silver (YI) Futures contract. Let's see the time parameters, how much time is right to hold a trade in the market?
For to evaluate if a trading system works as we want, it is very important to read the time parameters, as "average time in trades", "average time between trades" and "percent of time in the market". First parameter answers to the question: how much time I want to stay in a trade? Second parameter helps us to understand the average time between a close of trade and the following trade. Last parameter, "percent of time in the market" is the most important because it says us what is the size of average exposition of our trading capital.

Don't miss our article of tomorrow! We have to see the wfa (Walk Forward Analysis) of mini-silver (YI) Futures contract.

Let's see our portfolio statement:

The signals of the day are:

Signals

  • Buy 1 @AD @ 1.0181 Stop Market
    5/7/2012 9:16:29 AM
  • Buy to Cover 1 @AD @ 1.0181 Stop Market
    5/7/2012 9:16:29 AM
  • Buy to Cover 1 @AD @ 0.9974 Limit
    5/7/2012 9:16:29 AM
  • Buy to Cover 1 @QM @ 108.125 Stop Market
    4/28/2012 2:45:48 AM
  • Buy to Cover 1 @QM @ 100.050 Limit
    4/28/2012 2:45:48 AM
  • Buy 1 @E7 @ 1.3397 Stop Market
    4/28/2012 2:46:09 AM
  • Sell Short 1 @E7 @ 1.3115 Stop Market
    4/28/2012 2:46:09 AM
  • Sell 1 @AD @ 1.0595 Limit
    4/28/2012 2:46:39 AM
  • Sell 1 @AD @ 1.0295 Stop Market
    4/28/2012 2:46:39 AM
  • Sell Short 1 @AD @ 1.0295 Stop Market
    4/28/2012 2:46:39 AM
  • Sell Short 1 @YI @ 30.551 Stop Market
    4/28/2012 8:56:59 AM
  • Buy 1 @E7 @ 1.3320 Stop Market
    4/27/2012 8:38:49 AM
  • Sell Short 1 @E7 @ 1.3134 Stop Market
    4/27/2012 8:38:49 AM
  • Sell 1 @AD @ 1.0587 Limit
    4/27/2012 8:39:13 AM
  • Sell Short 1 @AD @ 1.0249 Stop Market
    4/27/2012 8:39:13 AM
  • Sell 1 @AD @ 1.0249 Stop Market
    4/27/2012 8:39:13 AM
  • Sell Short 1 @YI @ 30.241 Stop Market
    4/27/2012 8:39:14 AM
  • Buy to Cover 1 @YI @ 31.672 Stop Market
    4/24/2012 11:08:34 AM
  • Buy to Cover 1 @YI @ 28.380 Limit
    4/24/2012 11:08:34 AM
  • Buy to Cover 1 @YI @ 28.503 Limit
    4/25/2012 9:03:30 AM
  • Buy to Cover 1 @YI @ 31.141 Stop Market
    4/26/2012 8:47:46 AM
  • Buy to Cover 1 @YI @ 28.293 Limit
    4/26/2012 8:47:46 AM
  • Buy to Cover 1 @QM @ 108.80 Stop Market
    4/23/2012 12:07:31 PM
  • Buy to Cover 1 @QM @ 98.78 Limit
    4/23/2012 12:07:31 PM
  • Buy to Cover 1 @YI @ 31.67 Stop Market
    4/23/2012 12:07:59 PM
  • Buy to Cover 1 @YI @ 28.56 Limit
    4/23/2012 12:07:59 PM
  • Sell Short 1 @YI @ 31.105 Stop Market
    4/21/2012 8:46:28 AM
  • Buy to Cover 1 @QM @ 110.68 Stop Market
    4/19/2012 3:37:14 PM
  • Buy to Cover 1 @QM @ 98.40 Limit
    4/19/2012 3:37:14 PM
  • Sell 1 @AD @ 1.06 Limit
    4/19/2012 3:37:26 PM